-88.4%
MSTU vs NTRA
+155.3%
-243.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.3% | -5.5% | -5.6% |
| 7D | -22.0% | -0.5% | -21.6% | -21.7% |
| 30D | +60.3% | +4.3% | +56.0% | +56.5% |
| 3M | -3.7% | +50.6% | -54.4% | -38.0% |
| 6M | -45.2% | +63.9% | -109.1% | -69.4% |
| YTD | -64.3% | +42.4% | -106.7% | -76.6% |
| 1Y | -94.0% | +92.1% | -186.1% | -97.3% |
| All | -88.4% | +155.3% | -243.7% | -95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NTRA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling